-27.6%
AAL vs PCG
-45.7%
+18.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.3% |
| 7D | +4.6% | -1.6% | +6.2% | +5.0% |
| 30D | +2.6% | +1.4% | +1.2% | +2.3% |
| 3M | -17.8% | -23.4% | +5.6% | -13.9% |
| 6M | +1.9% | -19.4% | +21.2% | +5.4% |
| YTD | -14.0% | -18.5% | +4.5% | -11.3% |
| 1Y | +0.2% | -19.5% | +19.8% | +3.6% |
| 3Y | +13.0% | -21.0% | +34.0% | +16.4% |
| 5Y | -39.6% | +13.7% | -53.3% | -42.2% |
| 10Y | -65.7% | -77.2% | +11.5% | -53.6% |
| All | -27.6% | -45.7% | +18.1% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling